market data vendor that supplies market depth info

Discussion in 'Data Sets and Feeds' started by ChrisMMM, Aug 26, 2007.

  1. Hi,

    I'm looking for a market data vendor that supplies historical market depth information.

  2. I'm really not sure there is one. I spent some time looking for this stuff a while back and couldn't find anything reliable. In the end I had to settle for last traded price.

    I know a few hedge funds and private traders who collect this info for themselves real-time from their trading terminals. they do this because no-one else was willing / able to provide it.

    good luck with ur search. Please let me know if u find anything useful.